cryptooda
bc4725ca19
- Updated GetCurrentCandleForPositionClose method in both FuturesBot and SpotBot to parse the ticker parameter into an enum, enhancing type safety and clarity. - Adjusted TradingBotBase to use the position's ticker for candle retrieval, ensuring consistency across trading bot implementations.
2142 lines
90 KiB
C#
2142 lines
90 KiB
C#
using System.Diagnostics;
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using Managing.Application.Abstractions;
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using Managing.Application.Abstractions.Grains;
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using Managing.Application.Abstractions.Services;
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using Managing.Application.Trading.Commands;
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using Managing.Application.Trading.Handlers;
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using Managing.Common;
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using Managing.Core;
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using Managing.Core.Exceptions;
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using Managing.Domain.Accounts;
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using Managing.Domain.Bots;
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using Managing.Domain.Candles;
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using Managing.Domain.Indicators;
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using Managing.Domain.Scenarios;
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using Managing.Domain.Shared.Helpers;
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using Managing.Domain.Strategies;
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using Managing.Domain.Strategies.Base;
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using Managing.Domain.Trades;
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using Managing.Domain.Users;
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using Microsoft.Extensions.DependencyInjection;
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using Microsoft.Extensions.Logging;
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using Newtonsoft.Json;
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using Orleans.Streams;
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using static Managing.Common.Enums;
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namespace Managing.Application.Bots;
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public abstract class TradingBotBase : ITradingBot
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{
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public readonly ILogger<TradingBotBase> Logger;
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protected readonly IServiceScopeFactory _scopeFactory;
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protected readonly IStreamProvider? _streamProvider;
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protected const int NEW_POSITION_GRACE_SECONDS = 45; // grace window before evaluating missing orders
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protected const int
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CLOSE_POSITION_GRACE_MS = 20000; // grace window before closing position to allow broker processing (20 seconds)
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public TradingBotConfig Config { get; set; }
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public Account Account { get; set; }
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public Dictionary<string, LightSignal> Signals { get; set; }
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public Dictionary<Guid, Position> Positions { get; set; }
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public Dictionary<DateTime, decimal> WalletBalances { get; set; }
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private decimal _currentBalance;
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public DateTime PreloadSince { get; set; }
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public int PreloadedCandlesCount { get; set; }
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public long ExecutionCount { get; set; } = 0;
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public Guid Identifier { get; set; } = Guid.Empty;
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public Candle LastCandle { get; set; }
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public DateTime? LastPositionClosingTime { get; set; }
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// OPTIMIZATION 2: Cache open position state to avoid expensive Positions.Any() calls
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private bool _hasOpenPosition = false;
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public TradingBotBase(
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ILogger<TradingBotBase> logger,
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IServiceScopeFactory scopeFactory,
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TradingBotConfig config,
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IStreamProvider? streamProvider = null
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)
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{
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_scopeFactory = scopeFactory;
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_streamProvider = streamProvider;
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Logger = logger;
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Config = config;
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Signals = new Dictionary<string, LightSignal>();
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Positions = new Dictionary<Guid, Position>();
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WalletBalances = new Dictionary<DateTime, decimal>();
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_currentBalance = config.BotTradingBalance;
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PreloadSince = CandleHelpers.GetBotPreloadSinceFromTimeframe(config.Timeframe);
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}
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public virtual async Task Start(BotStatus previousStatus)
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{
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if (TradingBox.IsLiveTrading(Config.TradingType))
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{
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// Start async initialization in the background without blocking
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try
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{
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await LoadAccountAsync();
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await LoadLastCandle();
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if (Account == null)
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{
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await LogWarningAsync($"Account {Config.AccountName} not found. Bot cannot start.");
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throw new ArgumentException("Account not found");
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}
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switch (previousStatus)
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{
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case BotStatus.Saved:
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var indicatorNames = Config.Scenario.Indicators.Select(i => i.Type.ToString()).ToList();
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var modeText = Config.IsForWatchingOnly ? "Watch Only" :
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Config.IsForCopyTrading ? "Copy Trading" : "Live Trading";
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var startupMessage = $"🚀 Strategy Started Successfully\n\n" +
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$"📊 Trading Setup:\n" +
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$"🎯 Ticker: `{Config.Ticker}`\n" +
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$"⏰ Timeframe: `{Config.Timeframe}`\n" +
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$"💰 Balance: `${Config.BotTradingBalance:F2}`\n" +
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$"👀 Market type: `{Config.TradingType.ToString()}`\n\n" +
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(Config.IsForCopyTrading
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? ""
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: $"📈 Active Indicators: `{string.Join(", ", indicatorNames)}`\n\n") +
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$"✅ Ready to monitor signals and execute trades\n" +
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$"📢 Notifications will be sent when positions are triggered";
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await LogInformationAsync(startupMessage);
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break;
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case BotStatus.Running:
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case BotStatus.Stopped:
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return;
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default:
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return;
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}
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}
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catch (Exception ex)
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{
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Logger.LogError(ex, "Error during bot startup: {Message}", ex.Message);
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}
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}
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}
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public async Task LoadLastCandle()
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{
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await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
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{
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var grainKey = CandleHelpers.GetCandleStoreGrainKey(Account.Exchange, Config.Ticker, Config.Timeframe);
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var grain = grainFactory.GetGrain<ICandleStoreGrain>(grainKey);
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try
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{
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// Add a small delay to ensure grain is fully activated
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await Task.Delay(100);
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var lastCandles = await grain.GetLastCandle(1);
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LastCandle = lastCandles.FirstOrDefault();
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}
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catch (InvalidOperationException ex) when (ex.Message.Contains("invalid activation"))
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{
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Logger.LogWarning("Grain activation failed for {GrainKey}, retrying in 1 second...", grainKey);
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// Wait a bit longer and retry once
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await Task.Delay(1000);
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try
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{
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var lastCandles = await grain.GetLastCandle(1);
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LastCandle = lastCandles.FirstOrDefault();
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}
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catch (Exception retryEx)
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{
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Logger.LogError(retryEx, "Failed to load last candle for {GrainKey} after retry", grainKey);
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LastCandle = null;
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}
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}
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catch (Exception ex)
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{
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Logger.LogError(ex, "Error loading last candle for {GrainKey}", grainKey);
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LastCandle = null;
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}
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});
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}
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public async Task LoadAccount()
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{
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if (TradingBox.IsBacktestTrading(Config.TradingType)) return;
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await ServiceScopeHelpers.WithScopedService<IAccountService>(_scopeFactory, async accountService =>
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{
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var account = await accountService.GetAccountByAccountName(Config.AccountName, false, false);
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Account = account;
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});
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}
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/// <summary>
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/// Verifies the actual USDC balance and updates the config if the actual balance is less than the configured balance.
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/// This prevents bots from trying to trade with more funds than are actually available.
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/// </summary>
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public async Task VerifyAndUpdateBalance()
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{
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if (TradingBox.IsBacktestTrading(Config.TradingType)) return;
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if (Account == null)
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{
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Logger.LogWarning("Cannot verify balance: Account is null");
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return;
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}
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try
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{
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// Fetch actual USDC balance
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var actualBalance = await ServiceScopeHelpers.WithScopedService<IExchangeService, decimal>(_scopeFactory,
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async exchangeService =>
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{
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var balances = await exchangeService.GetBalances(Account);
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var usdcBalance = balances.FirstOrDefault(b => b.TokenName?.ToUpper() == "USDC");
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return usdcBalance?.Amount ?? 0;
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});
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// Check if actual balance is less than configured balance
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if (actualBalance < Config.BotTradingBalance)
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{
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Logger.LogWarning(
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"Actual USDC balance ({ActualBalance:F2}) is less than configured balance ({ConfiguredBalance:F2}). Updating configuration.",
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actualBalance, Config.BotTradingBalance);
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// Create new config with updated balance
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var newConfig = Config;
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newConfig.BotTradingBalance = actualBalance;
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// Use UpdateConfiguration to notify and log the change
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await UpdateConfiguration(newConfig);
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}
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else
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{
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Logger.LogDebug(
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"Balance verification passed. Actual: {ActualBalance:F2}, Configured: {ConfiguredBalance:F2}",
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actualBalance, Config.BotTradingBalance);
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}
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}
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catch (Exception ex)
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{
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Logger.LogError(ex, "Error verifying and updating balance");
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}
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}
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public virtual async Task Run()
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{
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// Signal updates are handled by subclasses via UpdateSignals() override
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if (!Config.IsForWatchingOnly)
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await ManagePositions();
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UpdateWalletBalances();
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if (TradingBox.IsLiveTrading(Config.TradingType))
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{
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ExecutionCount++;
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Logger.LogInformation(
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"[{CopyTrading}][{AgentName}] Bot Status {Name} - ServerDate: {ServerDate}, LastCandleDate: {LastCandleDate}, Signals: {SignalCount}, Executions: {ExecutionCount}, Positions: {PositionCount}",
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Config.IsForCopyTrading ? "CopyTrading" : "LiveTrading", Account.User.AgentName, Config.Name,
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DateTime.UtcNow, LastCandle?.Date, Signals.Count, ExecutionCount, Positions.Count);
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Logger.LogInformation("[{AgentName}] Internal Positions : {Position}", Account.User.AgentName,
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string.Join(", ",
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Positions.Values.Select(p => $"{p.SignalIdentifier} - Status: {p.Status}")));
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}
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}
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public async Task UpdateSignals(IReadOnlyList<Candle> candles = null)
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{
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await UpdateSignals(candles, null);
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}
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public async Task UpdateSignals(IReadOnlyList<Candle> candles,
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Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues = null)
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{
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await UpdateSignalsCore(candles, preCalculatedIndicatorValues);
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}
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protected virtual async Task UpdateSignalsCore(IReadOnlyList<Candle> candles,
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Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues = null)
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{
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// OPTIMIZATION 2: Use cached open position state instead of expensive Positions.Any() call
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// Skip indicator checking if flipping is disabled and there's an open position
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// This prevents unnecessary indicator calculations when we can't act on signals anyway
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if (!Config.FlipPosition && _hasOpenPosition)
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{
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Logger.LogDebug(
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$"Skipping signal update: Position open and flip disabled.");
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return;
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}
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// Check if we're in cooldown period for any direction
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if (await IsInCooldownPeriodAsync())
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{
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// Still in cooldown period, skip signal generation
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return;
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}
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// Default implementation: do nothing (subclasses should override with signal generation logic)
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}
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private async Task<LightSignal> RecreateSignalFromPosition(Position position)
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{
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try
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{
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// Create a dummy candle for the position opening time
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var positionCandle = new Candle
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{
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Date = position.Open.Date,
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OpenTime = position.Open.Date,
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Open = position.Open.Price,
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Close = position.Open.Price,
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High = position.Open.Price,
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Low = position.Open.Price,
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Volume = 0,
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Exchange = TradingExchanges.Evm,
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Ticker = Config.Ticker,
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Timeframe = Config.Timeframe
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};
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// Create a new signal based on position information
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var recreatedSignal = new LightSignal(
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ticker: Config.Ticker,
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direction: position.OriginDirection,
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confidence: Confidence.Medium, // Default confidence for recreated signals
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candle: positionCandle,
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date: position.Open.Date,
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exchange: TradingExchanges.Evm,
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indicatorType: IndicatorType.Stc, // Use a valid strategy type for recreated signals
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signalType: SignalType.Signal,
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indicatorName: "RecreatedSignal"
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);
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// Since Signal identifier is auto-generated, we need to update our position
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// to use the new signal identifier, or find another approach
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// For now, let's update the position's SignalIdentifier to match the recreated signal
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position.SignalIdentifier = recreatedSignal.Identifier;
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recreatedSignal.Status = SignalStatus.PositionOpen;
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// Add the recreated signal to our collection
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Signals.Add(recreatedSignal.Identifier, recreatedSignal);
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await LogInformation(
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$"🔍 Signal Recovery Success\nRecreated signal: `{recreatedSignal.Identifier}`\nFor position: `{position.Identifier}`");
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return recreatedSignal;
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}
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catch (Exception ex)
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{
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await LogWarning($"Error recreating signal for position {position.Identifier}: {ex.Message}");
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return null;
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}
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}
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protected async Task ManagePositions()
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{
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// OPTIMIZATION 6: Combine early exit checks and collect unfinished positions in one pass
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// Collect unfinished positions in first iteration to avoid LINQ Where() later
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var unfinishedPositions = new List<Position>();
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foreach (var position in Positions.Values)
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{
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if (!position.IsFinished())
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{
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unfinishedPositions.Add(position);
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}
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}
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bool hasWaitingSignals = false;
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if (unfinishedPositions.Count == 0) // Only check signals if no open positions
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{
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foreach (var signal in Signals.Values)
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{
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if (signal.Status == SignalStatus.WaitingForPosition)
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{
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hasWaitingSignals = true;
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break;
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}
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}
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}
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if (unfinishedPositions.Count == 0 && !hasWaitingSignals)
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return;
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// First, process all existing positions that are not finished
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foreach (var position in unfinishedPositions)
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{
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// OPTIMIZATION 3: Use TryGetValue instead of direct dictionary access
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if (!Signals.TryGetValue(position.SignalIdentifier, out var signalForPosition))
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{
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await LogInformation(
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$"🔍 Signal Recovery\nSignal not found for position `{position.Identifier}`\nRecreating signal from position data...");
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// Recreate the signal based on position information
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signalForPosition = await RecreateSignalFromPosition(position);
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if (signalForPosition == null)
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{
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await LogWarning($"Failed to recreate signal for position {position.Identifier}");
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continue;
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}
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}
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// Ensure signal status is correctly set to PositionOpen if position is not finished
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if (signalForPosition.Status != SignalStatus.PositionOpen && position.Status != PositionStatus.Finished)
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{
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await LogInformation(
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$"🔄 Signal Status Update\nSignal: `{signalForPosition.Identifier}`\nStatus: `{signalForPosition.Status}` → `PositionOpen`");
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SetSignalStatus(signalForPosition.Identifier, SignalStatus.PositionOpen);
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}
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await UpdatePosition(signalForPosition, position);
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}
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// Then, open positions for signals waiting for a position open
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// But first, check if we already have a position for any of these signals
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var signalsWaitingForPosition = Signals.Values.Where(s => s.Status == SignalStatus.WaitingForPosition);
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foreach (var signal in signalsWaitingForPosition)
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{
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if (LastCandle != null && signal.Date < LastCandle.Date)
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{
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await LogWarning(
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$"❌ Signal Expired\nSignal `{signal.Identifier}` is older than last candle `{LastCandle.Date}`\nStatus: `Expired`");
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SetSignalStatus(signal.Identifier, SignalStatus.Expired);
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continue;
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}
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// Check if we already have a position for this signal (in case it was added but not processed yet)
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var existingPosition = Positions.Values.FirstOrDefault(p => p.SignalIdentifier == signal.Identifier);
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if (existingPosition != null)
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{
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// Position already exists for this signal, update signal status
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await LogInformation(
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$"🔄 Signal Status Update\nSignal: `{signal.Identifier}`\nStatus: `{signal.Status}` → `PositionOpen`\nPosition already exists: `{existingPosition.Identifier}`");
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SetSignalStatus(signal.Identifier, SignalStatus.PositionOpen);
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continue;
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}
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// No existing position found, proceed to open a new one
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var newlyCreatedPosition = await OpenPosition(signal);
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// Position is now added to Positions collection inside OpenPosition method
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// No need to add it here again
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}
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}
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protected void UpdateWalletBalances()
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{
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var date = TradingBox.IsBacktestTrading(Config.TradingType)
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? LastCandle?.Date ?? DateTime.UtcNow
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: DateTime.UtcNow;
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if (WalletBalances.Count == 0)
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{
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WalletBalances[date] = _currentBalance;
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return;
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}
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if (!WalletBalances.ContainsKey(date))
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{
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WalletBalances[date] = _currentBalance;
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}
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}
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protected async Task UpdatePosition(LightSignal signal, Position positionForSignal)
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{
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try
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{
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// Skip processing if position is already canceled or rejected (never filled)
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if (positionForSignal.Status == PositionStatus.Canceled ||
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positionForSignal.Status == PositionStatus.Rejected)
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{
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await LogDebugAsync(
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$"Skipping update for position {positionForSignal.Identifier} - status is {positionForSignal.Status} (never filled)");
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return;
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}
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Position internalPosition = await GetInternalPositionForUpdate(positionForSignal);
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// Handle broker position synchronization (futures-specific logic)
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await SynchronizeWithBrokerPositions(internalPosition, positionForSignal);
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// Handle order management and position status (futures-specific logic)
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await HandleOrderManagementAndPositionStatus(signal, internalPosition, positionForSignal);
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// Common position status handling
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if (internalPosition.Status == PositionStatus.Finished ||
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internalPosition.Status == PositionStatus.Flipped)
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{
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await HandleClosedPosition(positionForSignal);
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}
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else if (internalPosition.Status == PositionStatus.Filled)
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{
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Candle lastCandle = null;
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await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService =>
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{
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lastCandle = TradingBox.IsBacktestTrading(Config.TradingType)
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? LastCandle
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: await exchangeService.GetCandle(Account, positionForSignal.Ticker,
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DateTime.UtcNow);
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});
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var currentTime = TradingBox.IsBacktestTrading(Config.TradingType) ? lastCandle.Date : DateTime.UtcNow;
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var currentPnl = positionForSignal.ProfitAndLoss?.Net ?? 0;
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var pnlPercentage = TradingBox.CalculatePnLPercentage(currentPnl, positionForSignal.Open.Price,
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positionForSignal.Open.Quantity);
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var isPositionInProfit = TradingBox.IsPositionInProfit(positionForSignal.Open.Price, lastCandle.Close,
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positionForSignal.OriginDirection);
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var hasExceededTimeLimit = TradingBox.HasPositionExceededTimeLimit(positionForSignal.Open.Date,
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currentTime, Config.MaxPositionTimeHours);
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if (hasExceededTimeLimit)
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{
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var shouldCloseOnTimeLimit = !Config.CloseEarlyWhenProfitable || isPositionInProfit;
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if (shouldCloseOnTimeLimit)
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{
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var profitStatus = isPositionInProfit ? "in profit" : "at a loss";
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await LogInformation(
|
|
$"⏰ Time Limit Close\nClosing position due to time limit: `{Config.MaxPositionTimeHours}h` exceeded\n📈 Position Status: {profitStatus}\n💰 Entry: `${positionForSignal.Open.Price}` → Current: `${lastCandle.Close}`\n📊 Realized PNL: `${currentPnl:F2}` (`{pnlPercentage:F2}%`)");
|
|
// Force a market close: compute PnL based on current price instead of SL/TP
|
|
await CloseTrade(signal, positionForSignal, positionForSignal.Open, lastCandle.Close, true,
|
|
true);
|
|
return;
|
|
}
|
|
}
|
|
|
|
// For backtest and to make sure position is closed based on SL and TP
|
|
if (positionForSignal.OriginDirection == TradeDirection.Long)
|
|
{
|
|
if (positionForSignal.StopLoss.Price >= lastCandle.Low)
|
|
{
|
|
positionForSignal.StopLoss.SetDate(lastCandle.Date);
|
|
positionForSignal.StopLoss.SetStatus(TradeStatus.Filled);
|
|
|
|
if (positionForSignal.TakeProfit1 != null)
|
|
{
|
|
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
if (positionForSignal.TakeProfit2 != null)
|
|
{
|
|
positionForSignal.TakeProfit2.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
await LogInformation(
|
|
$"🛑 Stop Loss Hit\nClosing LONG position\nPrice: `${positionForSignal.StopLoss.Price:F2}`");
|
|
await CloseTrade(signal, positionForSignal, positionForSignal.StopLoss,
|
|
positionForSignal.StopLoss.Price, true);
|
|
}
|
|
else if (positionForSignal.TakeProfit1.Price <= lastCandle.High &&
|
|
positionForSignal.TakeProfit1.Status != TradeStatus.Filled)
|
|
{
|
|
positionForSignal.TakeProfit1.SetDate(lastCandle.Date);
|
|
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Filled);
|
|
|
|
// Cancel SL trade when TP is hit
|
|
if (positionForSignal.StopLoss != null)
|
|
{
|
|
positionForSignal.StopLoss.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
await LogInformation(
|
|
$"🎯 Take Profit 1 Hit\nClosing LONG position\nPrice: `${positionForSignal.TakeProfit1.Price:F2}`");
|
|
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit1,
|
|
positionForSignal.TakeProfit1.Price, positionForSignal.TakeProfit2 == null);
|
|
}
|
|
else if (positionForSignal.TakeProfit2?.Price <= lastCandle.High)
|
|
{
|
|
positionForSignal.TakeProfit2.SetDate(lastCandle.Date);
|
|
positionForSignal.TakeProfit2.SetStatus(TradeStatus.Filled);
|
|
|
|
// Cancel SL trade when TP is hit
|
|
if (positionForSignal.StopLoss != null)
|
|
{
|
|
positionForSignal.StopLoss.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
await LogInformation(
|
|
$"🎯 Take Profit 2 Hit\nClosing LONG position\nPrice: `${positionForSignal.TakeProfit2.Price:F2}`");
|
|
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit2,
|
|
positionForSignal.TakeProfit2.Price, true);
|
|
}
|
|
}
|
|
else if (positionForSignal.OriginDirection == TradeDirection.Short)
|
|
{
|
|
if (positionForSignal.StopLoss.Price <= lastCandle.High)
|
|
{
|
|
positionForSignal.StopLoss.SetDate(lastCandle.Date);
|
|
positionForSignal.StopLoss.SetStatus(TradeStatus.Filled);
|
|
|
|
// Cancel TP trades when SL is hit
|
|
if (positionForSignal.TakeProfit1 != null)
|
|
{
|
|
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
if (positionForSignal.TakeProfit2 != null)
|
|
{
|
|
positionForSignal.TakeProfit2.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
await LogInformation(
|
|
$"🛑 Stop Loss Hit\nClosing SHORT position\nPrice: `${positionForSignal.StopLoss.Price:F2}`");
|
|
await CloseTrade(signal, positionForSignal, positionForSignal.StopLoss,
|
|
positionForSignal.StopLoss.Price, true);
|
|
}
|
|
else if (positionForSignal.TakeProfit1.Price >= lastCandle.Low &&
|
|
positionForSignal.TakeProfit1.Status != TradeStatus.Filled)
|
|
{
|
|
// Use actual execution price (lastCandle.Low for TP hit on SHORT)
|
|
positionForSignal.TakeProfit1.SetDate(lastCandle.Date);
|
|
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Filled);
|
|
|
|
// Cancel SL trade when TP is hit
|
|
if (positionForSignal.StopLoss != null)
|
|
{
|
|
positionForSignal.StopLoss.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
await LogInformation(
|
|
$"🎯 Take Profit 1 Hit\nClosing SHORT position\nPrice: `${positionForSignal.TakeProfit1.Price:F2}` (was `${positionForSignal.TakeProfit1.Price:F2}`)");
|
|
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit1,
|
|
positionForSignal.TakeProfit1.Price, positionForSignal.TakeProfit2 == null);
|
|
}
|
|
else if (positionForSignal.TakeProfit2?.Price >= lastCandle.Low)
|
|
{
|
|
// Use actual execution price (lastCandle.Low for TP hit on SHORT)
|
|
positionForSignal.TakeProfit2.SetDate(lastCandle.Date);
|
|
positionForSignal.TakeProfit2.SetStatus(TradeStatus.Filled);
|
|
|
|
// Cancel SL trade when TP is hit
|
|
if (positionForSignal.StopLoss != null)
|
|
{
|
|
positionForSignal.StopLoss.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
await LogInformation(
|
|
$"🎯 Take Profit 2 Hit\nClosing SHORT position\nPrice: `${positionForSignal.TakeProfit2.Price:F2}` (was `${positionForSignal.TakeProfit2.Price:F2}`)");
|
|
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit2,
|
|
positionForSignal.TakeProfit2.Price, true);
|
|
}
|
|
}
|
|
}
|
|
|
|
// Synth risk monitoring (only for live trading)
|
|
if (Config.UseSynthApi && TradingBox.IsLiveTrading(Config.TradingType) &&
|
|
positionForSignal.Status == PositionStatus.Filled)
|
|
{
|
|
await MonitorSynthRisk(signal, positionForSignal);
|
|
}
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
await LogWarningAsync(
|
|
$"Cannot update position {positionForSignal.Identifier}: {ex.Message}, {ex.StackTrace}");
|
|
SentrySdk.CaptureException(ex);
|
|
return;
|
|
}
|
|
}
|
|
|
|
// Virtual methods for trading mode-specific behavior
|
|
protected virtual async Task SynchronizeWithBrokerPositions(Position internalPosition, Position positionForSignal)
|
|
{
|
|
// Default implementation: do nothing (for backtest)
|
|
}
|
|
|
|
protected virtual async Task HandleOrderManagementAndPositionStatus(LightSignal signal, Position internalPosition,
|
|
Position positionForSignal)
|
|
{
|
|
// Default implementation: do nothing (for backtest)
|
|
}
|
|
|
|
protected virtual async Task MonitorSynthRisk(LightSignal signal, Position position)
|
|
{
|
|
// Default implementation: do nothing (for backtest)
|
|
}
|
|
|
|
protected virtual async Task<bool> RecoverOpenPositionFromBroker(LightSignal signal, Position position)
|
|
{
|
|
// Default implementation: no recovery for backtest
|
|
return false;
|
|
}
|
|
|
|
protected virtual async Task<bool> CheckBrokerPositions()
|
|
{
|
|
// Default implementation: no broker checks for backtest, always allow
|
|
return true;
|
|
}
|
|
|
|
protected virtual async Task<bool> ReconcileWithBrokerHistory(Position position, Candle currentCandle)
|
|
{
|
|
// Default implementation: no broker history reconciliation for backtest
|
|
return false; // Return false to continue with candle-based calculation
|
|
}
|
|
|
|
protected virtual async Task<(decimal closingPrice, bool pnlCalculated)> CalculatePositionClosingFromCandles(
|
|
Position position, Candle currentCandle, bool forceMarketClose, decimal? forcedClosingPrice)
|
|
{
|
|
// Used in Futures and Spot bots
|
|
decimal closingPrice = 0;
|
|
bool pnlCalculated = false;
|
|
|
|
if (forceMarketClose && forcedClosingPrice.HasValue)
|
|
{
|
|
closingPrice = forcedClosingPrice.Value;
|
|
|
|
bool isManualCloseProfitable = position.OriginDirection == TradeDirection.Long
|
|
? closingPrice > position.Open.Price
|
|
: closingPrice < position.Open.Price;
|
|
|
|
if (isManualCloseProfitable)
|
|
{
|
|
if (position.TakeProfit1 != null)
|
|
{
|
|
position.TakeProfit1.Price = closingPrice;
|
|
position.TakeProfit1.SetDate(currentCandle?.Date ?? DateTime.UtcNow);
|
|
position.TakeProfit1.SetStatus(TradeStatus.Filled);
|
|
}
|
|
|
|
if (position.StopLoss != null)
|
|
{
|
|
position.StopLoss.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (position.StopLoss != null)
|
|
{
|
|
position.StopLoss.Price = closingPrice;
|
|
position.StopLoss.SetDate(currentCandle?.Date ?? DateTime.UtcNow);
|
|
position.StopLoss.SetStatus(TradeStatus.Filled);
|
|
}
|
|
|
|
if (position.TakeProfit1 != null)
|
|
{
|
|
position.TakeProfit1.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
if (position.TakeProfit2 != null)
|
|
{
|
|
position.TakeProfit2.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
}
|
|
|
|
pnlCalculated = true;
|
|
}
|
|
else if (currentCandle != null)
|
|
{
|
|
// For backtest: use configured SL/TP prices to ensure consistent PnL
|
|
if (position.OriginDirection == TradeDirection.Long)
|
|
{
|
|
if (position.StopLoss.Price >= currentCandle.Low)
|
|
{
|
|
closingPrice = position.StopLoss.Price;
|
|
position.StopLoss.SetDate(currentCandle.Date);
|
|
position.StopLoss.SetStatus(TradeStatus.Filled);
|
|
|
|
if (position.TakeProfit1 != null)
|
|
{
|
|
position.TakeProfit1.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
if (position.TakeProfit2 != null)
|
|
{
|
|
position.TakeProfit2.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
}
|
|
else if (position.TakeProfit1.Price <= currentCandle.High &&
|
|
position.TakeProfit1.Status != TradeStatus.Filled)
|
|
{
|
|
closingPrice = position.TakeProfit1.Price;
|
|
position.TakeProfit1.SetDate(currentCandle.Date);
|
|
position.TakeProfit1.SetStatus(TradeStatus.Filled);
|
|
|
|
if (position.StopLoss != null)
|
|
{
|
|
position.StopLoss.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
}
|
|
}
|
|
else if (position.OriginDirection == TradeDirection.Short)
|
|
{
|
|
if (position.StopLoss.Price <= currentCandle.High)
|
|
{
|
|
closingPrice = position.StopLoss.Price;
|
|
position.StopLoss.SetDate(currentCandle.Date);
|
|
position.StopLoss.SetStatus(TradeStatus.Filled);
|
|
|
|
if (position.TakeProfit1 != null)
|
|
{
|
|
position.TakeProfit1.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
if (position.TakeProfit2 != null)
|
|
{
|
|
position.TakeProfit2.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
}
|
|
else if (position.TakeProfit1.Price >= currentCandle.Low &&
|
|
position.TakeProfit1.Status != TradeStatus.Filled)
|
|
{
|
|
closingPrice = position.TakeProfit1.Price;
|
|
position.TakeProfit1.SetDate(currentCandle.Date);
|
|
position.TakeProfit1.SetStatus(TradeStatus.Filled);
|
|
|
|
if (position.StopLoss != null)
|
|
{
|
|
position.StopLoss.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
}
|
|
}
|
|
|
|
if (closingPrice == 0)
|
|
{
|
|
// Manual/exchange close - use current candle close
|
|
closingPrice = currentCandle.Close;
|
|
|
|
bool isManualCloseProfitable = position.OriginDirection == TradeDirection.Long
|
|
? closingPrice > position.Open.Price
|
|
: closingPrice < position.Open.Price;
|
|
|
|
if (isManualCloseProfitable)
|
|
{
|
|
position.TakeProfit1.SetPrice(closingPrice, 2);
|
|
position.TakeProfit1.SetDate(currentCandle.Date);
|
|
position.TakeProfit1.SetStatus(TradeStatus.Filled);
|
|
|
|
if (position.StopLoss != null)
|
|
{
|
|
position.StopLoss.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
position.StopLoss.SetPrice(closingPrice, 2);
|
|
position.StopLoss.SetDate(currentCandle.Date);
|
|
position.StopLoss.SetStatus(TradeStatus.Filled);
|
|
|
|
if (position.TakeProfit1 != null)
|
|
{
|
|
position.TakeProfit1.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
|
|
if (position.TakeProfit2 != null)
|
|
{
|
|
position.TakeProfit2.SetStatus(TradeStatus.Cancelled);
|
|
}
|
|
}
|
|
}
|
|
|
|
pnlCalculated = true;
|
|
}
|
|
|
|
return (closingPrice, pnlCalculated);
|
|
}
|
|
|
|
protected async Task UpdatePositionDatabase(Position position)
|
|
{
|
|
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory,
|
|
async tradingService => { await tradingService.UpdatePositionAsync(position); });
|
|
}
|
|
|
|
protected async Task<decimal> GetLastPriceForPositionOpeningAsync()
|
|
{
|
|
if (TradingBox.IsLiveTrading(Config.TradingType))
|
|
{
|
|
return await ServiceScopeHelpers.WithScopedService<IExchangeService, decimal>(_scopeFactory,
|
|
async exchangeService => await exchangeService.GetCurrentPrice(Account, Config.Ticker));
|
|
}
|
|
|
|
return LastCandle?.Close ?? 0;
|
|
}
|
|
|
|
protected async Task<Position> OpenPosition(LightSignal signal)
|
|
{
|
|
await LogDebugAsync($"🔓 Opening position for signal: `{signal.Identifier}`");
|
|
|
|
// Check for any existing open position (not finished) for this ticker
|
|
var openedPosition =
|
|
Positions.Values.FirstOrDefault(p => p.IsOpen() && p.SignalIdentifier != signal.Identifier);
|
|
|
|
decimal lastPrice = await GetLastPriceForPositionOpeningAsync();
|
|
|
|
if (openedPosition != null)
|
|
{
|
|
// OPTIMIZATION 3: Use TryGetValue instead of direct dictionary access
|
|
if (!Signals.TryGetValue(openedPosition.SignalIdentifier, out var previousSignal))
|
|
{
|
|
// Signal not found, expire new signal and return
|
|
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
|
|
return null;
|
|
}
|
|
|
|
if (openedPosition.OriginDirection == signal.Direction)
|
|
{
|
|
await LogInformation(
|
|
$"📍 Same Direction Signal\nSignal `{signal.Identifier}` tried to open position\nBut `{previousSignal.Identifier}` already open for same direction");
|
|
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
|
|
return null;
|
|
}
|
|
else
|
|
{
|
|
// Handle flip position - trading type specific logic
|
|
var flippedPosition = await HandleFlipPosition(signal, openedPosition, previousSignal, lastPrice);
|
|
return flippedPosition;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
bool canOpen = await CanOpenPosition(signal);
|
|
if (!canOpen)
|
|
{
|
|
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
|
|
return null;
|
|
}
|
|
|
|
try
|
|
{
|
|
// Execute position opening - trading type specific logic
|
|
var position = await ExecuteOpenPosition(signal, lastPrice);
|
|
|
|
// Common logic: Handle position result
|
|
if (position != null)
|
|
{
|
|
// Add position to internal collection before any status updates
|
|
Positions[position.Identifier] = position;
|
|
|
|
// OPTIMIZATION 2: Update cached open position state
|
|
_hasOpenPosition = true;
|
|
|
|
if (position.Open.Status != TradeStatus.Cancelled && position.Status != PositionStatus.Rejected)
|
|
{
|
|
SetSignalStatus(signal.Identifier, SignalStatus.PositionOpen);
|
|
|
|
await SendPositionToCopyTradingStream(position);
|
|
|
|
await LogDebugAsync($"✅ Position requested successfully for signal: `{signal.Identifier}`");
|
|
|
|
return position;
|
|
}
|
|
else
|
|
{
|
|
SentrySdk.CaptureMessage("Position rejected", SentryLevel.Error);
|
|
await SetPositionStatus(signal.Identifier, PositionStatus.Rejected);
|
|
position.Status = PositionStatus.Rejected;
|
|
await UpdatePositionDatabase(position);
|
|
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
|
|
return position;
|
|
}
|
|
}
|
|
|
|
return null;
|
|
}
|
|
catch (InsufficientFundsException ex)
|
|
{
|
|
// Handle insufficient funds errors with user-friendly messaging
|
|
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
|
|
await LogWarning(ex.UserMessage);
|
|
|
|
// Log the technical details for debugging
|
|
Logger.LogError(ex, "Insufficient funds error for signal {SignalId}: {ErrorMessage}", signal.Identifier,
|
|
ex.Message);
|
|
|
|
return null;
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
|
|
SentrySdk.CaptureException(ex);
|
|
return null;
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Handles position flipping logic when an opposite direction signal is received.
|
|
/// This method is trading-type specific and should be overridden in derived classes.
|
|
/// </summary>
|
|
protected virtual async Task<Position> HandleFlipPosition(LightSignal signal, Position openedPosition,
|
|
LightSignal previousSignal, decimal lastPrice)
|
|
{
|
|
// Default implementation - subclasses should override
|
|
if (Config.FlipPosition)
|
|
{
|
|
var isPositionInProfit = (openedPosition.ProfitAndLoss?.Realized ?? 0) > 0;
|
|
var shouldFlip = !Config.FlipOnlyWhenInProfit || isPositionInProfit;
|
|
|
|
if (shouldFlip)
|
|
{
|
|
var flipReason = Config.FlipOnlyWhenInProfit
|
|
? "current position is in profit"
|
|
: "FlipOnlyWhenInProfit is disabled";
|
|
|
|
await LogInformation(
|
|
$"🔄 Position Flip Initiated\nFlipping position due to opposite signal\nReason: {flipReason}");
|
|
await CloseTrade(previousSignal, openedPosition, openedPosition.Open, lastPrice, true);
|
|
await SetPositionStatus(previousSignal.Identifier, PositionStatus.Flipped);
|
|
var newPosition = await OpenPosition(signal);
|
|
await LogInformation(
|
|
$"✅ Position Flipped\nPosition: `{previousSignal.Identifier}` → `{signal.Identifier}`\nPrice: `${lastPrice}`");
|
|
return newPosition;
|
|
}
|
|
else
|
|
{
|
|
var currentPnl = openedPosition.ProfitAndLoss?.Realized ?? 0;
|
|
await LogInformation(
|
|
$"💸 Flip Blocked - Not Profitable\nPosition `{previousSignal.Identifier}` PnL: `${currentPnl:F2}`\nSignal `{signal.Identifier}` will wait for profitability");
|
|
|
|
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
|
|
return null;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
await LogInformation(
|
|
$"🚫 Flip Disabled\nPosition already open for: `{previousSignal.Identifier}`\nFlipping disabled, new signal expired");
|
|
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
|
|
return null;
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Executes the actual position opening logic.
|
|
/// This method is trading-type specific and should be overridden in derived classes.
|
|
/// </summary>
|
|
protected virtual async Task<Position> ExecuteOpenPosition(LightSignal signal, decimal lastPrice)
|
|
{
|
|
// Default implementation - subclasses should override
|
|
// Verify actual balance before opening position
|
|
await VerifyAndUpdateBalanceAsync();
|
|
|
|
var command = new OpenPositionRequest(
|
|
Config.AccountName,
|
|
Config.MoneyManagement,
|
|
signal.Direction,
|
|
Config.Ticker,
|
|
PositionInitiator.Bot,
|
|
signal.Date,
|
|
Account.User,
|
|
Config.BotTradingBalance,
|
|
TradingBox.IsBacktestTrading(Config.TradingType),
|
|
lastPrice,
|
|
signalIdentifier: signal.Identifier,
|
|
initiatorIdentifier: Identifier,
|
|
tradingType: Config.TradingType);
|
|
|
|
var position = await ServiceScopeHelpers
|
|
.WithScopedServices<IExchangeService, IAccountService, ITradingService, Position>(
|
|
_scopeFactory,
|
|
async (exchangeService, accountService, tradingService) =>
|
|
{
|
|
return await new OpenPositionCommandHandler(exchangeService, accountService, tradingService)
|
|
.Handle(command);
|
|
});
|
|
|
|
return position;
|
|
}
|
|
|
|
private async Task SendPositionToCopyTrading(Position position)
|
|
{
|
|
try
|
|
{
|
|
// Only send to copy trading stream if this is not a copy trading bot itself
|
|
if (Config.IsForCopyTrading || _streamProvider == null)
|
|
{
|
|
return;
|
|
}
|
|
|
|
// Create stream keyed by this bot's identifier for copy trading bots to subscribe to
|
|
var streamId = StreamId.Create("CopyTrading", Identifier);
|
|
var stream = _streamProvider.GetStream<Position>(streamId);
|
|
|
|
// Publish the position to the stream
|
|
await stream.OnNextAsync(position);
|
|
|
|
await LogDebugAsync($"📡 Position {position.Identifier} sent to copy trading stream for bot {Identifier}");
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
Logger.LogError(ex, "Failed to send position {PositionId} to copy trading stream for bot {BotId}",
|
|
position.Identifier, Identifier);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Creates a copy of a position from a master bot for copy trading
|
|
/// </summary>
|
|
public async Task CopyPositionFromMasterAsync(Position masterPosition)
|
|
{
|
|
try
|
|
{
|
|
// Create a copy signal based on the master position using the proper constructor
|
|
var copySignal = new LightSignal(
|
|
ticker: Config.Ticker,
|
|
direction: masterPosition.OriginDirection,
|
|
confidence: Confidence.Medium, // Default confidence for copy trading
|
|
candle: LastCandle ?? new Candle
|
|
{
|
|
Ticker = Config.Ticker,
|
|
Timeframe = Config.Timeframe,
|
|
Date = DateTime.UtcNow,
|
|
Open = masterPosition.Open.Price,
|
|
Close = masterPosition.Open.Price,
|
|
High = masterPosition.Open.Price,
|
|
Low = masterPosition.Open.Price,
|
|
Volume = 0
|
|
},
|
|
date: masterPosition.Open.Date,
|
|
exchange: TradingExchanges.GmxV2, // Default exchange
|
|
indicatorType: IndicatorType.Composite,
|
|
signalType: SignalType.Signal,
|
|
indicatorName: "CopyTrading"
|
|
);
|
|
|
|
// Override the identifier to include master position info
|
|
copySignal.Identifier = $"copy-{masterPosition.SignalIdentifier}-{Guid.NewGuid()}";
|
|
|
|
// Store the signal
|
|
Signals[copySignal.Identifier] = copySignal;
|
|
|
|
await LogInformation(
|
|
$"📋 Copy trading: Created copy signal {copySignal.Identifier} for master position {masterPosition.Identifier}");
|
|
|
|
// Attempt to open the position using the existing OpenPosition method
|
|
// This will handle all the position creation logic properly
|
|
await OpenPosition(copySignal);
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
Logger.LogError(ex, "Failed to copy position {MasterPositionId} for bot {BotId}",
|
|
masterPosition.Identifier, Identifier);
|
|
throw;
|
|
}
|
|
}
|
|
|
|
|
|
protected virtual async Task<bool> CanOpenPosition(LightSignal signal)
|
|
{
|
|
// Default implementation for live trading
|
|
// Early return if bot hasn't executed first cycle yet
|
|
if (ExecutionCount == 0)
|
|
{
|
|
await LogInformationAsync("⏳ Bot Not Ready\nCannot open position\nBot hasn't executed first cycle yet");
|
|
return false;
|
|
}
|
|
|
|
// Check broker positions for live trading
|
|
var canOpenPosition = await CanOpenPositionWithBrokerChecks(signal);
|
|
if (!canOpenPosition)
|
|
{
|
|
return false;
|
|
}
|
|
|
|
// Check cooldown period and loss streak
|
|
return !await IsInCooldownPeriodAsync() && await CheckLossStreak(signal);
|
|
}
|
|
|
|
protected async Task<bool> CheckLossStreak(LightSignal signal)
|
|
{
|
|
// If MaxLossStreak is 0, there's no limit
|
|
if (Config.MaxLossStreak <= 0)
|
|
{
|
|
return true;
|
|
}
|
|
|
|
// Get the last N finished positions regardless of direction
|
|
var recentPositions = Positions
|
|
.Values
|
|
.Where(p => p.IsFinished())
|
|
.OrderByDescending(p => p.Open.Date)
|
|
.Take(Config.MaxLossStreak)
|
|
.ToList();
|
|
|
|
var canOpen = TradingBox.CheckLossStreak(recentPositions, Config.MaxLossStreak, signal.Direction);
|
|
|
|
if (!canOpen)
|
|
{
|
|
var lastPosition = recentPositions.First();
|
|
await LogWarning(
|
|
$"🔥 Loss Streak Limit\nCannot open position\nMax loss streak: `{Config.MaxLossStreak}` reached\n📉 Last `{recentPositions.Count}` trades were losses\n🎯 Last position: `{lastPosition.OriginDirection}`\nWaiting for opposite direction signal");
|
|
}
|
|
|
|
return canOpen;
|
|
}
|
|
|
|
|
|
public abstract Task CloseTrade(LightSignal signal, Position position, Trade tradeToClose, decimal lastPrice,
|
|
bool tradeClosingPosition = false, bool forceMarketClose = false);
|
|
|
|
protected async Task HandleClosedPosition(Position position, decimal? forcedClosingPrice = null,
|
|
bool forceMarketClose = false)
|
|
{
|
|
if (Positions.ContainsKey(position.Identifier))
|
|
{
|
|
Candle currentCandle = await GetCurrentCandleForPositionClose(Account, position.Ticker.ToString());
|
|
|
|
// Try broker history reconciliation first
|
|
var brokerHistoryReconciled = await ReconcileWithBrokerHistory(position, currentCandle);
|
|
if (brokerHistoryReconciled && !forceMarketClose)
|
|
{
|
|
goto SkipCandleBasedCalculation;
|
|
}
|
|
|
|
// Calculate position closing details using subclass-specific logic
|
|
var (closingPrice, pnlCalculated) = await CalculatePositionClosingFromCandles(
|
|
position, currentCandle, forceMarketClose, forcedClosingPrice);
|
|
|
|
// Calculate P&L if we have a closing price
|
|
if (pnlCalculated && closingPrice > 0)
|
|
{
|
|
var entryPrice = position.Open.Price;
|
|
var positionSize = TradingBox.CalculatePositionSize(position.Open.Quantity, position.Open.Leverage);
|
|
|
|
decimal pnl = TradingBox.CalculatePnL(entryPrice, closingPrice, position.Open.Quantity,
|
|
position.Open.Leverage, position.OriginDirection);
|
|
|
|
if (position.ProfitAndLoss == null)
|
|
{
|
|
var totalFees = position.GasFees + position.UiFees;
|
|
var netPnl = pnl - totalFees;
|
|
position.ProfitAndLoss = new ProfitAndLoss { Realized = pnl, Net = netPnl };
|
|
}
|
|
else if (position.ProfitAndLoss.Realized == 0 || position.ProfitAndLoss.Net == 0)
|
|
{
|
|
var totalFees = position.GasFees + position.UiFees;
|
|
var netPnl = pnl - totalFees;
|
|
position.ProfitAndLoss.Realized = pnl;
|
|
position.ProfitAndLoss.Net = netPnl;
|
|
}
|
|
|
|
// Enhanced logging for backtest debugging
|
|
var logMessage = $"💰 P&L Calculated for Position {position.Identifier}\n" +
|
|
$"Direction: `{position.OriginDirection}`\n" +
|
|
$"Entry Price: `${entryPrice:F2}` | Exit Price: `${closingPrice:F2}`\n" +
|
|
$"Position Size: `{position.Open.Quantity:F8}` | Leverage: `{position.Open.Leverage}x`\n" +
|
|
$"Position Value: `${positionSize:F8}`\n" +
|
|
$"Price Difference: `${TradingBox.CalculatePriceDifference(entryPrice, closingPrice, position.OriginDirection):F2}`\n" +
|
|
$"Realized P&L: `${pnl:F2}`\n" +
|
|
$"Gas Fees: `${position.GasFees:F2}` | UI Fees: `${position.UiFees:F2}`\n" +
|
|
$"Total Fees: `${position.GasFees + position.UiFees:F2}`\n" +
|
|
$"Net P&L (after fees): `${position.ProfitAndLoss.Net:F2}`";
|
|
|
|
if (TradingBox.IsLiveTrading(Config.TradingType))
|
|
{
|
|
await LogDebugAsync(logMessage);
|
|
}
|
|
}
|
|
|
|
SkipCandleBasedCalculation:
|
|
await SetPositionStatus(position.SignalIdentifier, PositionStatus.Finished);
|
|
|
|
// OPTIMIZATION 2: Update cached open position state after closing position
|
|
_hasOpenPosition = Positions.Values.Any(p => p.IsOpen());
|
|
|
|
// Update position in database with all trade changes
|
|
if (TradingBox.IsLiveTrading(Config.TradingType))
|
|
{
|
|
position.Status = PositionStatus.Finished;
|
|
await UpdatePositionDatabase(position);
|
|
|
|
// Only send PositionClosed notification if the position was actually filled
|
|
// Check if Open trade was filled (means position was opened on the broker)
|
|
if (position.Open?.Status == TradeStatus.Filled)
|
|
{
|
|
await NotifyAgentAndPlatformAsync(NotificationEventType.PositionClosed, position);
|
|
|
|
// Update the last position closing time for cooldown period tracking
|
|
// Only update if position was actually filled
|
|
LastPositionClosingTime = TradingBox.IsBacktestTrading(Config.TradingType)
|
|
? currentCandle.Date
|
|
: DateTime.UtcNow;
|
|
}
|
|
else
|
|
{
|
|
await LogDebugAsync(
|
|
$"Skipping PositionClosed notification for position {position.Identifier} - position was never filled (Open trade status: {position.Open?.Status})");
|
|
}
|
|
}
|
|
|
|
// Only update balance and log success if position was actually filled
|
|
if (position.Open?.Status == TradeStatus.Filled)
|
|
{
|
|
await LogDebugAsync(
|
|
$"✅ Position Closed Successfully\nPosition: `{position.SignalIdentifier}`\nPnL: `${position.ProfitAndLoss?.Net:F2}`");
|
|
|
|
if (position.ProfitAndLoss != null)
|
|
{
|
|
// Update the current balance when position closes
|
|
_currentBalance += position.ProfitAndLoss.Net;
|
|
Config.BotTradingBalance += position.ProfitAndLoss.Net;
|
|
|
|
await LogDebugAsync(
|
|
string.Format("💰 Balance Updated\nNew bot trading balance: `${0:F2}`",
|
|
Config.BotTradingBalance));
|
|
}
|
|
}
|
|
else
|
|
{
|
|
await LogDebugAsync(
|
|
$"✅ Position Cleanup\nPosition: `{position.SignalIdentifier}` was never filled - no balance or PnL changes");
|
|
}
|
|
}
|
|
else
|
|
{
|
|
await LogWarning("Weird things happen - Trying to update position status, but no position found");
|
|
}
|
|
|
|
await SendClosedPositionToMessenger(position, Account.User);
|
|
await CancelAllOrdersAsync();
|
|
}
|
|
|
|
private async Task CancelAllOrders()
|
|
{
|
|
if (TradingBox.IsLiveTrading(Config.TradingType) && !Config.IsForWatchingOnly)
|
|
{
|
|
try
|
|
{
|
|
List<Trade> openOrders = null;
|
|
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
|
|
async exchangeService =>
|
|
{
|
|
openOrders = (await exchangeService.GetOpenOrders(Account, Config.Ticker)).ToList();
|
|
});
|
|
if (openOrders.Any())
|
|
{
|
|
List<Position> openPositions = null;
|
|
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
|
|
async exchangeService =>
|
|
{
|
|
openPositions = (await exchangeService.GetBrokerPositions(Account))
|
|
.Where(p => p.Ticker == Config.Ticker).ToList();
|
|
});
|
|
var cancelClose = openPositions.Any();
|
|
|
|
if (cancelClose)
|
|
{
|
|
await LogDebugAsync($"Position still open, cancel close orders");
|
|
}
|
|
else
|
|
{
|
|
await LogDebugAsync($"Canceling all orders for {Config.Ticker}");
|
|
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
|
|
async exchangeService =>
|
|
{
|
|
await exchangeService.CancelOrder(Account, Config.Ticker);
|
|
var closePendingOrderStatus = await exchangeService.CancelOrder(Account, Config.Ticker);
|
|
await LogDebugAsync(
|
|
$"Closing all {Config.Ticker} orders status : {closePendingOrderStatus}");
|
|
});
|
|
}
|
|
}
|
|
else
|
|
{
|
|
await LogDebugAsync($"No need to cancel orders for {Config.Ticker}");
|
|
}
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
Logger.LogError(ex, "Error during cancelOrders");
|
|
SentrySdk.CaptureException(ex);
|
|
}
|
|
}
|
|
}
|
|
|
|
protected async Task SetPositionStatus(string signalIdentifier, PositionStatus positionStatus)
|
|
{
|
|
try
|
|
{
|
|
var position = Positions.Values.First(p => p.SignalIdentifier == signalIdentifier);
|
|
|
|
if (positionStatus.Equals(PositionStatus.Canceled | PositionStatus.Rejected))
|
|
{
|
|
var stackTrace = new StackTrace(true);
|
|
var callingMethod = stackTrace.GetFrame(1)?.GetMethod();
|
|
var callingMethodName = callingMethod?.DeclaringType?.Name + "." + callingMethod?.Name;
|
|
|
|
var exception =
|
|
new InvalidOperationException(
|
|
$"Position {signalIdentifier} is already canceled for User {Account.User.Name}");
|
|
exception.Data["SignalIdentifier"] = signalIdentifier;
|
|
exception.Data["PositionId"] = position.Identifier;
|
|
exception.Data["CurrentStatus"] = position.Status.ToString();
|
|
exception.Data["RequestedStatus"] = positionStatus.ToString();
|
|
exception.Data["AccountName"] = Account.Name;
|
|
exception.Data["BotName"] = Config.Name;
|
|
exception.Data["CallingMethod"] = callingMethodName;
|
|
exception.Data["CallStack"] = Environment.StackTrace;
|
|
SentrySdk.CaptureException(exception);
|
|
}
|
|
|
|
if (!position.Status.Equals(positionStatus))
|
|
{
|
|
Positions.Values.First(p => p.SignalIdentifier == signalIdentifier).Status = positionStatus;
|
|
await LogInformation(
|
|
$"📊 Position Status Change\nPosition: {position.OriginDirection} {position.Ticker}\nNew Status: `{positionStatus}`");
|
|
|
|
// Update Open trade status when position becomes Filled
|
|
if (positionStatus == PositionStatus.Filled)
|
|
{
|
|
position.Open.SetStatus(TradeStatus.Filled);
|
|
}
|
|
}
|
|
|
|
SetSignalStatus(signalIdentifier,
|
|
positionStatus == PositionStatus.Filled ? SignalStatus.PositionOpen : SignalStatus.Expired);
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
await LogWarning(
|
|
$"Failed to update position status for signal {signalIdentifier}: {ex.Message} {ex.StackTrace}");
|
|
SentrySdk.CaptureException(ex);
|
|
}
|
|
}
|
|
|
|
protected void UpdatePositionPnl(Guid identifier, decimal realized)
|
|
{
|
|
var position = Positions[identifier];
|
|
var totalFees = position.GasFees + position.UiFees;
|
|
var netPnl = realized - totalFees;
|
|
|
|
if (position.ProfitAndLoss == null)
|
|
{
|
|
position.ProfitAndLoss = new ProfitAndLoss()
|
|
{
|
|
Realized = realized,
|
|
Net = netPnl
|
|
};
|
|
}
|
|
else
|
|
{
|
|
position.ProfitAndLoss.Realized = realized;
|
|
position.ProfitAndLoss.Net = netPnl;
|
|
}
|
|
}
|
|
|
|
protected void SetSignalStatus(string signalIdentifier, SignalStatus signalStatus)
|
|
{
|
|
// OPTIMIZATION 4: Use TryGetValue instead of ContainsKey + direct access (single lookup)
|
|
if (Signals.TryGetValue(signalIdentifier, out var signal) && signal.Status != signalStatus)
|
|
{
|
|
signal.Status = signalStatus;
|
|
Logger.LogDebug($"Signal {signalIdentifier} is now {signalStatus}");
|
|
}
|
|
}
|
|
|
|
|
|
public async Task ToggleIsForWatchOnly()
|
|
{
|
|
Config.IsForWatchingOnly = !Config.IsForWatchingOnly;
|
|
await LogInformation(
|
|
$"🔄 Watch Mode Toggle\nBot: `{Config.Name}`\nWatch Only: `{(Config.IsForWatchingOnly ? "ON" : "OFF")}`");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Handles bot stopping and notifies platform summary
|
|
/// </summary>
|
|
public async Task StopBot(string reason = null)
|
|
{
|
|
await LogInformation(
|
|
$"🛑 Bot Stopped\nBot: `{Config.Name}`\nTicker: `{Config.Ticker}`\nReason: `{reason ?? "No reason provided"}`");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Manually opens a position using the bot's settings and a generated signal.
|
|
/// Relies on the bot's MoneyManagement for Stop Loss and Take Profit placement.
|
|
/// </summary>
|
|
/// <param name="direction">The direction of the trade (Long/Short).</param>
|
|
/// <returns>The created Position object.</returns>
|
|
/// <exception cref="Exception">Throws if no candles are available or position opening fails.</exception>
|
|
public async Task<LightSignal> CreateManualSignal(TradeDirection direction)
|
|
{
|
|
if (LastCandle == null)
|
|
{
|
|
throw new Exception("No candles available to open position");
|
|
}
|
|
|
|
// Create a fake signal for manual position opening
|
|
var signal = new LightSignal(Config.Ticker, direction, Confidence.Low, LastCandle, LastCandle.Date,
|
|
TradingExchanges.GmxV2,
|
|
IndicatorType.Stc, SignalType.Signal, "Manual Signal");
|
|
signal.Status = SignalStatus.WaitingForPosition; // Ensure status is correct
|
|
signal.Identifier =
|
|
signal.Identifier + "-manual" + Guid.NewGuid(); // Ensure unique identifier for manual signals
|
|
|
|
// Add the signal to our collection
|
|
await AddSignal(signal);
|
|
await ManagePositions();
|
|
|
|
return signal;
|
|
}
|
|
|
|
public async Task AddSignal(LightSignal signal)
|
|
{
|
|
try
|
|
{
|
|
// OPTIMIZATION 1: Early return for backtest - skip all logging and validation
|
|
if (TradingBox.IsBacktestTrading(Config.TradingType))
|
|
{
|
|
Signals.Add(signal.Identifier, signal);
|
|
return;
|
|
}
|
|
|
|
// Set signal status based on configuration
|
|
if (Config.IsForWatchingOnly || (ExecutionCount < 1 && TradingBox.IsLiveTrading(Config.TradingType)))
|
|
{
|
|
signal.Status = SignalStatus.Expired;
|
|
}
|
|
|
|
var indicatorNames = Config.Scenario.Indicators.Select(i => i.Type.ToString()).ToList();
|
|
var signalText = $"🎯 New Trading Signal\n\n" +
|
|
$"📊 Signal Details:\n" +
|
|
$"📈 Action: `{signal.Direction}` {Config.Ticker}\n" +
|
|
$"⏰ Timeframe: `{Config.Timeframe}`\n" +
|
|
$"🎯 Confidence: `{signal.Confidence}`\n" +
|
|
$"🔍 Indicators: `{string.Join(", ", indicatorNames)}`\n" +
|
|
$"🆔 Signal ID: `{signal.Identifier}`";
|
|
|
|
// Apply Synth-based signal filtering if enabled
|
|
if (Config.UseSynthApi && TradingBox.IsLiveTrading(Config.TradingType) && ExecutionCount > 0)
|
|
{
|
|
await ServiceScopeHelpers.WithScopedServices<ITradingService, IExchangeService>(_scopeFactory,
|
|
async (tradingService, exchangeService) =>
|
|
{
|
|
var currentPrice = await exchangeService.GetCurrentPrice(Account, Config.Ticker);
|
|
|
|
var signalValidationResult = await tradingService.ValidateSynthSignalAsync(
|
|
signal,
|
|
currentPrice,
|
|
Config,
|
|
TradingBox.IsBacktestTrading(Config.TradingType));
|
|
|
|
if (signalValidationResult.Confidence == Confidence.None ||
|
|
signalValidationResult.Confidence == Confidence.Low ||
|
|
signalValidationResult.IsBlocked)
|
|
{
|
|
signal.Status = SignalStatus.Expired;
|
|
await LogDebugAsync($"Signal {signal.Identifier} blocked by Synth risk assessment");
|
|
}
|
|
else
|
|
{
|
|
signal.Confidence = signalValidationResult.Confidence;
|
|
await LogDebugAsync(
|
|
$"Signal {signal.Identifier} passed Synth risk assessment with confidence {signalValidationResult.Confidence}");
|
|
}
|
|
});
|
|
}
|
|
|
|
Signals.Add(signal.Identifier, signal);
|
|
|
|
await LogInformation(signalText);
|
|
|
|
if (Config.IsForWatchingOnly && TradingBox.IsLiveTrading(Config.TradingType) && ExecutionCount > 0)
|
|
{
|
|
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory, async messengerService =>
|
|
{
|
|
await messengerService.SendSignal(signalText, Account.Exchange, Config.Ticker, signal.Direction,
|
|
Config.Timeframe);
|
|
});
|
|
}
|
|
|
|
await LogDebugAsync(
|
|
$"Processed signal for {Config.Ticker}: {signal.Direction} with status {signal.Status}");
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
Logger.LogError(ex, "Failed to add signal for {Ticker}", Config.Ticker);
|
|
throw;
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Checks if a position has exceeded the maximum time limit for being open.
|
|
/// </summary>
|
|
/// <param name="position">The position to check</param>
|
|
/// <param name="currentTime">The current time to compare against</param>
|
|
/// <returns>True if the position has exceeded the time limit, false otherwise</returns>
|
|
/// <summary>
|
|
/// Updates the trading bot configuration with new settings.
|
|
/// This method validates the new configuration and applies it to the running bot.
|
|
/// </summary>
|
|
/// <param name="newConfig">The new configuration to apply</param>
|
|
/// <returns>True if the configuration was successfully updated, false otherwise</returns>
|
|
/// <exception cref="ArgumentException">Thrown when the new configuration is invalid</exception>
|
|
public async Task<bool> UpdateConfiguration(TradingBotConfig newConfig)
|
|
{
|
|
try
|
|
{
|
|
// Validate the new configuration
|
|
if (newConfig == null)
|
|
{
|
|
throw new ArgumentException("Configuration cannot be null");
|
|
}
|
|
|
|
if (newConfig.BotTradingBalance <= Constants.GMX.Config.MinimumPositionAmount)
|
|
{
|
|
throw new ArgumentException(
|
|
$"Bot trading balance must be greater than {Constants.GMX.Config.MinimumPositionAmount}");
|
|
}
|
|
|
|
// if (string.IsNullOrEmpty(newConfig.AccountName))
|
|
// {
|
|
// throw new ArgumentException("Account name cannot be null or empty");
|
|
// }
|
|
|
|
if (newConfig.Scenario == null)
|
|
{
|
|
throw new ArgumentException("Scenario object must be provided in configuration");
|
|
}
|
|
|
|
// Track changes for logging
|
|
var changes = new List<string>();
|
|
|
|
// Check for changes and build change list
|
|
if (Config.BotTradingBalance != newConfig.BotTradingBalance)
|
|
{
|
|
changes.Add($"💰 Balance: ${Config.BotTradingBalance:F2} → ${newConfig.BotTradingBalance:F2}");
|
|
}
|
|
|
|
if (Config.MaxPositionTimeHours != newConfig.MaxPositionTimeHours)
|
|
{
|
|
var oldTime = Config.MaxPositionTimeHours?.ToString() + "h" ?? "Disabled";
|
|
var newTime = newConfig.MaxPositionTimeHours?.ToString() + "h" ?? "Disabled";
|
|
changes.Add($"⏱️ Max Time: {oldTime} → {newTime}");
|
|
}
|
|
|
|
if (Config.FlipOnlyWhenInProfit != newConfig.FlipOnlyWhenInProfit)
|
|
{
|
|
var oldFlip = Config.FlipOnlyWhenInProfit ? "✅" : "❌";
|
|
var newFlip = newConfig.FlipOnlyWhenInProfit ? "✅" : "❌";
|
|
changes.Add($"📈 Flip Only in Profit: {oldFlip} → {newFlip}");
|
|
}
|
|
|
|
if (Config.CooldownPeriod != newConfig.CooldownPeriod)
|
|
{
|
|
changes.Add($"⏳ Cooldown: {Config.CooldownPeriod} → {newConfig.CooldownPeriod} candles");
|
|
}
|
|
|
|
if (Config.MaxLossStreak != newConfig.MaxLossStreak)
|
|
{
|
|
changes.Add($"📉 Max Loss Streak: {Config.MaxLossStreak} → {newConfig.MaxLossStreak}");
|
|
}
|
|
|
|
if (Config.FlipPosition != newConfig.FlipPosition)
|
|
{
|
|
var oldFlipPos = Config.FlipPosition ? "✅" : "❌";
|
|
var newFlipPos = newConfig.FlipPosition ? "✅" : "❌";
|
|
changes.Add($"🔄 Flip Position: {oldFlipPos} → {newFlipPos}");
|
|
}
|
|
|
|
if (Config.CloseEarlyWhenProfitable != newConfig.CloseEarlyWhenProfitable)
|
|
{
|
|
var oldCloseEarly = Config.CloseEarlyWhenProfitable ? "✅" : "❌";
|
|
var newCloseEarly = newConfig.CloseEarlyWhenProfitable ? "✅" : "❌";
|
|
changes.Add($"⏰ Close Early When Profitable: {oldCloseEarly} → {newCloseEarly}");
|
|
}
|
|
|
|
if (Config.UseSynthApi != newConfig.UseSynthApi)
|
|
{
|
|
var oldSynth = Config.UseSynthApi ? "✅" : "❌";
|
|
var newSynth = newConfig.UseSynthApi ? "✅" : "❌";
|
|
changes.Add($"🔗 Use Synth API: {oldSynth} → {newSynth}");
|
|
}
|
|
|
|
if (Config.UseForPositionSizing != newConfig.UseForPositionSizing)
|
|
{
|
|
var oldPositionSizing = Config.UseForPositionSizing ? "✅" : "❌";
|
|
var newPositionSizing = newConfig.UseForPositionSizing ? "✅" : "❌";
|
|
changes.Add($"📏 Use Synth for Position Sizing: {oldPositionSizing} → {newPositionSizing}");
|
|
}
|
|
|
|
if (Config.UseForSignalFiltering != newConfig.UseForSignalFiltering)
|
|
{
|
|
var oldSignalFiltering = Config.UseForSignalFiltering ? "✅" : "❌";
|
|
var newSignalFiltering = newConfig.UseForSignalFiltering ? "✅" : "❌";
|
|
changes.Add($"🔍 Use Synth for Signal Filtering: {oldSignalFiltering} → {newSignalFiltering}");
|
|
}
|
|
|
|
if (Config.UseForDynamicStopLoss != newConfig.UseForDynamicStopLoss)
|
|
{
|
|
var oldDynamicStopLoss = Config.UseForDynamicStopLoss ? "✅" : "❌";
|
|
var newDynamicStopLoss = newConfig.UseForDynamicStopLoss ? "✅" : "❌";
|
|
changes.Add($"🎯 Use Synth for Dynamic Stop Loss: {oldDynamicStopLoss} → {newDynamicStopLoss}");
|
|
}
|
|
|
|
if (Config.IsForWatchingOnly != newConfig.IsForWatchingOnly)
|
|
{
|
|
var oldWatch = Config.IsForWatchingOnly ? "✅" : "❌";
|
|
var newWatch = newConfig.IsForWatchingOnly ? "✅" : "❌";
|
|
changes.Add($"👀 Watch Only: {oldWatch} → {newWatch}");
|
|
}
|
|
|
|
// Check for changes in individual MoneyManagement properties
|
|
if (Config.MoneyManagement?.StopLoss != newConfig.MoneyManagement?.StopLoss)
|
|
{
|
|
var oldStopLoss = Config.MoneyManagement?.StopLoss.ToString("P2") ?? "None";
|
|
var newStopLoss = newConfig.MoneyManagement?.StopLoss.ToString("P2") ?? "None";
|
|
changes.Add($"🛑 Stop Loss: {oldStopLoss} → {newStopLoss}");
|
|
}
|
|
|
|
if (Config.MoneyManagement?.TakeProfit != newConfig.MoneyManagement?.TakeProfit)
|
|
{
|
|
var oldTakeProfit = Config.MoneyManagement?.TakeProfit.ToString("P2") ?? "None";
|
|
var newTakeProfit = newConfig.MoneyManagement?.TakeProfit.ToString("P2") ?? "None";
|
|
changes.Add($"🎯 Take Profit: {oldTakeProfit} → {newTakeProfit}");
|
|
}
|
|
|
|
if (Config.MoneyManagement?.Leverage != newConfig.MoneyManagement?.Leverage)
|
|
{
|
|
var oldLeverage = Config.MoneyManagement?.Leverage.ToString("F1") + "x" ?? "None";
|
|
var newLeverage = newConfig.MoneyManagement?.Leverage.ToString("F1") + "x" ?? "None";
|
|
changes.Add($"⚡ Leverage: {oldLeverage} → {newLeverage}");
|
|
}
|
|
|
|
if (Config.RiskManagement != newConfig.RiskManagement)
|
|
{
|
|
// Compare risk management by serializing (complex object comparison)
|
|
var oldRiskSerialized = JsonConvert.SerializeObject(Config.RiskManagement, Formatting.None);
|
|
var newRiskSerialized = JsonConvert.SerializeObject(newConfig.RiskManagement, Formatting.None);
|
|
|
|
if (oldRiskSerialized != newRiskSerialized)
|
|
{
|
|
changes.Add($"⚠️ Risk Management: Configuration Updated");
|
|
}
|
|
}
|
|
|
|
if (Config.ScenarioName != newConfig.ScenarioName)
|
|
{
|
|
changes.Add($"📋 Scenario Name: {Config.ScenarioName ?? "None"} → {newConfig.ScenarioName ?? "None"}");
|
|
}
|
|
|
|
if (Config.Name != newConfig.Name)
|
|
{
|
|
changes.Add($"🏷️ Name: {Config.Name} → {newConfig.Name}");
|
|
}
|
|
|
|
// if (Config.AccountName != newConfig.AccountName)
|
|
// {
|
|
// changes.Add($"👤 Account: {Config.AccountName} → {newConfig.AccountName}");
|
|
// }
|
|
|
|
if (Config.Ticker != newConfig.Ticker)
|
|
{
|
|
changes.Add($"📊 Ticker: {Config.Ticker} → {newConfig.Ticker}");
|
|
}
|
|
|
|
if (Config.Timeframe != newConfig.Timeframe)
|
|
{
|
|
changes.Add($"📈 Timeframe: {Config.Timeframe} → {newConfig.Timeframe}");
|
|
}
|
|
|
|
// Check if the actual Scenario object changed (not just the name)
|
|
var scenarioChanged = false;
|
|
if (Config.Scenario != newConfig.Scenario)
|
|
{
|
|
var oldScenarioSerialized = JsonConvert.SerializeObject(Config.Scenario, Formatting.None);
|
|
var newScenarioSerialized = JsonConvert.SerializeObject(newConfig.Scenario, Formatting.None);
|
|
|
|
if (oldScenarioSerialized != newScenarioSerialized)
|
|
{
|
|
scenarioChanged = true;
|
|
changes.Add(
|
|
$"🎯 Scenario: {Config.Scenario?.Name ?? "None"} → {newConfig.Scenario?.Name ?? "None"}");
|
|
}
|
|
}
|
|
|
|
// Protect critical properties that shouldn't change for running bots
|
|
var protectedTradingType = Config.TradingType;
|
|
|
|
newConfig.AccountName = Config.AccountName;
|
|
|
|
// Update the configuration
|
|
Config = newConfig;
|
|
|
|
// Restore protected properties
|
|
Config.TradingType = protectedTradingType;
|
|
|
|
// Update bot name and identifier if allowed
|
|
if (!string.IsNullOrEmpty(newConfig.Name))
|
|
{
|
|
Config.Name = newConfig.Name;
|
|
}
|
|
|
|
// If account changed, reload it
|
|
if (Config.AccountName != Account?.Name)
|
|
{
|
|
await LoadAccount();
|
|
}
|
|
|
|
// If scenario changed, reload it and track indicator changes
|
|
if (scenarioChanged)
|
|
{
|
|
if (newConfig.Scenario != null)
|
|
{
|
|
// Compare indicators after scenario change
|
|
var newIndicators = newConfig.Scenario.Indicators?.ToList() ?? new List<LightIndicator>();
|
|
var indicatorChanges = ScenarioHelpers.CompareIndicators(Config.Scenario.Indicators, newIndicators);
|
|
|
|
if (indicatorChanges.Any())
|
|
{
|
|
changes.AddRange(indicatorChanges);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
throw new ArgumentException("New scenario object must be provided when updating configuration.");
|
|
}
|
|
}
|
|
|
|
// Only log if there are actual changes
|
|
if (changes.Any())
|
|
{
|
|
var changeMessage = "⚙️ Configuration Updated\n" + string.Join("\n", changes);
|
|
await LogInformation(changeMessage);
|
|
}
|
|
else
|
|
{
|
|
await LogInformation(
|
|
"⚙️ Configuration Update\n✅ No changes detected - configuration already up to date");
|
|
}
|
|
|
|
return true;
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
await LogWarning($"Failed to update bot configuration: {ex.Message}");
|
|
return false;
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the current trading bot configuration.
|
|
/// </summary>
|
|
/// <returns>A copy of the current configuration</returns>
|
|
public TradingBotConfig GetConfiguration()
|
|
{
|
|
return new TradingBotConfig
|
|
{
|
|
AccountName = Config.AccountName,
|
|
MoneyManagement = Config.MoneyManagement,
|
|
Ticker = Config.Ticker,
|
|
ScenarioName = Config.ScenarioName,
|
|
Scenario = Config.Scenario,
|
|
Timeframe = Config.Timeframe,
|
|
IsForWatchingOnly = Config.IsForWatchingOnly,
|
|
BotTradingBalance = Config.BotTradingBalance,
|
|
TradingType = Config.TradingType,
|
|
CooldownPeriod = Config.CooldownPeriod,
|
|
MaxLossStreak = Config.MaxLossStreak,
|
|
MaxPositionTimeHours = Config.MaxPositionTimeHours,
|
|
FlipOnlyWhenInProfit = Config.FlipOnlyWhenInProfit,
|
|
FlipPosition = Config.FlipPosition,
|
|
Name = Config.Name,
|
|
CloseEarlyWhenProfitable = Config.CloseEarlyWhenProfitable,
|
|
UseSynthApi = Config.UseSynthApi,
|
|
UseForPositionSizing = Config.UseForPositionSizing,
|
|
UseForSignalFiltering = Config.UseForSignalFiltering,
|
|
UseForDynamicStopLoss = Config.UseForDynamicStopLoss,
|
|
RiskManagement = Config.RiskManagement,
|
|
IsForCopyTrading = Config.IsForCopyTrading,
|
|
MasterBotIdentifier = Config.MasterBotIdentifier,
|
|
MasterBotUserId = Config.MasterBotUserId,
|
|
};
|
|
}
|
|
|
|
|
|
/// <summary>
|
|
/// Checks if the bot is currently in a cooldown period for any direction.
|
|
/// </summary>
|
|
/// <returns>True if in cooldown period for any direction, false otherwise</returns>
|
|
protected async Task<bool> IsInCooldownPeriodAsync()
|
|
{
|
|
if (LastPositionClosingTime == null)
|
|
{
|
|
return false; // No previous position closing time, no cooldown
|
|
}
|
|
|
|
// Force refresh last candle if it's null
|
|
if (LastCandle == null)
|
|
{
|
|
await ForceRefreshLastCandleAsync();
|
|
if (LastCandle == null)
|
|
{
|
|
Logger.LogWarning("Unable to refresh last candle, skipping cooldown check");
|
|
return false; // No last candle available, no cooldown check possible
|
|
}
|
|
}
|
|
|
|
// Calculate cooldown end time based on last position closing time
|
|
var cooldownEndTime =
|
|
TradingBox.CalculateCooldownEndTime(LastPositionClosingTime.Value, Config.Timeframe, Config.CooldownPeriod);
|
|
var isInCooldown = (TradingBox.IsBacktestTrading(Config.TradingType) ? LastCandle.Date : DateTime.UtcNow) <
|
|
cooldownEndTime;
|
|
|
|
if (isInCooldown)
|
|
{
|
|
var remainingTime = cooldownEndTime - LastCandle.Date;
|
|
|
|
Logger.LogWarning(
|
|
$"⏳ [{Account.User.AgentName}-{Config.Name}] Cooldown Period Active\n" +
|
|
$"Cannot open new positions\n" +
|
|
$"Last position closed: `{LastPositionClosingTime:HH:mm:ss}`\n" +
|
|
$"Cooldown period: `{Config.CooldownPeriod}` candles\n" +
|
|
$"Cooldown ends: `{cooldownEndTime:HH:mm:ss}`\n" +
|
|
$"Remaining time: `{remainingTime.TotalMinutes:F1} minutes`");
|
|
}
|
|
|
|
return isInCooldown;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Forces a refresh of the last candle by calling the CandleStoreGrain
|
|
/// </summary>
|
|
private async Task ForceRefreshLastCandleAsync()
|
|
{
|
|
try
|
|
{
|
|
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
|
|
{
|
|
var grainKey = CandleHelpers.GetCandleStoreGrainKey(Account.Exchange, Config.Ticker, Config.Timeframe);
|
|
var grain = grainFactory.GetGrain<ICandleStoreGrain>(grainKey);
|
|
|
|
var lastCandles = await grain.GetLastCandle(1);
|
|
LastCandle = lastCandles.FirstOrDefault();
|
|
|
|
if (LastCandle != null)
|
|
{
|
|
await LogDebugAsync($"Successfully refreshed last candle for {Config.Ticker} at {LastCandle.Date}");
|
|
}
|
|
else
|
|
{
|
|
Logger.LogWarning("No candles available from CandleStoreGrain for {Ticker}", Config.Ticker);
|
|
}
|
|
});
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
Logger.LogError(ex, "Error refreshing last candle for {Ticker}", Config.Ticker);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Notifies both AgentGrain and PlatformSummaryGrain about bot events using unified event data
|
|
/// </summary>
|
|
/// <param name="eventType">The type of event (e.g., PositionOpened, PositionClosed, PositionUpdated)</param>
|
|
/// <param name="position">Optional position data for platform summary events</param>
|
|
private async Task NotifyAgentAndPlatformGrainAsync(NotificationEventType eventType,
|
|
Position position)
|
|
{
|
|
if (TradingBox.IsBacktestTrading(Config.TradingType))
|
|
{
|
|
return; // Skip notifications for backtest
|
|
}
|
|
|
|
try
|
|
{
|
|
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
|
|
{
|
|
var agentGrain = grainFactory.GetGrain<IAgentGrain>(Account.User.Id);
|
|
var platformGrain = grainFactory.GetGrain<IPlatformSummaryGrain>("platform-summary");
|
|
|
|
// Create unified event objects based on event type
|
|
switch (eventType)
|
|
{
|
|
case NotificationEventType.PositionOpened:
|
|
var positionOpenEvent = new PositionOpenEvent
|
|
{
|
|
PositionIdentifier = position.Identifier,
|
|
Ticker = position.Ticker,
|
|
Volume = position.Open.Price * position.Open.Quantity * position.Open.Leverage,
|
|
Fee = position.GasFees + position.UiFees,
|
|
Direction = position.OriginDirection
|
|
};
|
|
|
|
await agentGrain.OnPositionOpenedAsync(positionOpenEvent);
|
|
await platformGrain.OnPositionOpenAsync(positionOpenEvent);
|
|
|
|
await LogDebugAsync(
|
|
$"Sent position opened event to both grains for position {position.Identifier}");
|
|
break;
|
|
|
|
case NotificationEventType.PositionClosed:
|
|
var positionClosedEvent = new PositionClosedEvent
|
|
{
|
|
PositionIdentifier = position.Identifier,
|
|
Ticker = position.Ticker,
|
|
RealizedPnL = position.ProfitAndLoss?.Realized ?? 0,
|
|
Volume = position.Open.Price * position.Open.Quantity * position.Open.Leverage,
|
|
};
|
|
|
|
await agentGrain.OnPositionClosedAsync(positionClosedEvent);
|
|
await platformGrain.OnPositionClosedAsync(positionClosedEvent);
|
|
|
|
await LogDebugAsync(
|
|
$"Sent position closed event to both grains for position {position.Identifier}");
|
|
break;
|
|
|
|
case NotificationEventType.PositionUpdated:
|
|
var positionUpdatedEvent = new PositionUpdatedEvent
|
|
{
|
|
PositionIdentifier = position.Identifier,
|
|
};
|
|
|
|
await agentGrain.OnPositionUpdatedAsync(positionUpdatedEvent);
|
|
break;
|
|
}
|
|
});
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
Logger.LogError(ex, "Failed to send notifications: {EventType} for bot {BotId}", eventType, Identifier);
|
|
}
|
|
}
|
|
|
|
// Virtual methods for mode-specific behavior
|
|
protected virtual async Task LoadAccountAsync()
|
|
{
|
|
await LoadAccount();
|
|
}
|
|
|
|
protected virtual async Task VerifyAndUpdateBalanceAsync()
|
|
{
|
|
await VerifyAndUpdateBalance();
|
|
}
|
|
|
|
protected virtual async Task<Position> GetInternalPositionForUpdate(Position position)
|
|
{
|
|
return position; // Default implementation for backtest
|
|
}
|
|
|
|
protected virtual async Task UpdatePositionWithBrokerData(Position position, List<Position> brokerPositions)
|
|
{
|
|
// Default: do nothing for backtest
|
|
}
|
|
|
|
protected virtual async Task<Candle> GetCurrentCandleForPositionClose(Account account, string ticker)
|
|
{
|
|
return LastCandle; // Default for backtest
|
|
}
|
|
|
|
protected virtual async Task<bool> CanOpenPositionWithBrokerChecks(LightSignal signal)
|
|
{
|
|
// Check broker positions for live trading
|
|
var canOpenPosition = await CheckBrokerPositions();
|
|
if (!canOpenPosition)
|
|
{
|
|
return false;
|
|
}
|
|
|
|
return true;
|
|
}
|
|
|
|
protected virtual async Task SendPositionToCopyTradingStream(Position position)
|
|
{
|
|
await SendPositionToCopyTrading(position);
|
|
}
|
|
|
|
protected virtual async Task NotifyAgentAndPlatformAsync(NotificationEventType eventType, Position position)
|
|
{
|
|
await NotifyAgentAndPlatformGrainAsync(eventType, position);
|
|
}
|
|
|
|
protected virtual async Task UpdatePositionInDatabaseAsync(Position position)
|
|
{
|
|
await UpdatePositionDatabase(position);
|
|
}
|
|
|
|
protected virtual async Task SendClosedPositionToMessenger(Position position, User user)
|
|
{
|
|
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory,
|
|
async messengerService => { await messengerService.SendClosedPosition(position, user); });
|
|
}
|
|
|
|
protected virtual async Task CancelAllOrdersAsync()
|
|
{
|
|
await CancelAllOrders();
|
|
}
|
|
|
|
// Interface implementation
|
|
public async Task LogInformation(string message)
|
|
{
|
|
await LogInformationAsync(message);
|
|
}
|
|
|
|
public async Task LogWarning(string message)
|
|
{
|
|
await LogWarningAsync(message);
|
|
}
|
|
|
|
protected virtual async Task LogInformationAsync(string message)
|
|
{
|
|
if (TradingBox.IsBacktestTrading(Config.TradingType))
|
|
return;
|
|
|
|
Logger.LogInformation(message);
|
|
|
|
try
|
|
{
|
|
await SendTradeMessageAsync(message);
|
|
}
|
|
catch (Exception e)
|
|
{
|
|
Console.WriteLine(e);
|
|
}
|
|
}
|
|
|
|
protected virtual async Task LogWarningAsync(string message)
|
|
{
|
|
if (TradingBox.IsBacktestTrading(Config.TradingType))
|
|
return;
|
|
|
|
message = $"[{Config.Name}] {message}";
|
|
|
|
try
|
|
{
|
|
await SendTradeMessageAsync(message, true);
|
|
}
|
|
catch (Exception e)
|
|
{
|
|
Console.WriteLine(e);
|
|
}
|
|
}
|
|
|
|
protected virtual async Task LogDebugAsync(string message)
|
|
{
|
|
if (TradingBox.IsBacktestTrading(Config.TradingType))
|
|
return;
|
|
|
|
Logger.LogDebug(message);
|
|
|
|
try
|
|
{
|
|
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory,
|
|
async messengerService =>
|
|
{
|
|
await messengerService.SendDebugMessage($"🤖 {Account.User.AgentName} - {Config.Name}\n{message}");
|
|
});
|
|
}
|
|
catch (Exception e)
|
|
{
|
|
Console.WriteLine(e);
|
|
}
|
|
}
|
|
|
|
protected virtual async Task SendTradeMessageAsync(string message, bool isBadBehavior = false)
|
|
{
|
|
if (TradingBox.IsLiveTrading(Config.TradingType))
|
|
{
|
|
var user = Account.User;
|
|
var messageWithBotName = $"🤖 {user.AgentName} - {Config.Name}\n{message}";
|
|
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory,
|
|
async messengerService =>
|
|
{
|
|
await messengerService.SendTradeMessage(messageWithBotName, isBadBehavior, user);
|
|
});
|
|
}
|
|
}
|
|
} |